So I am trying to change the gamma values and brightness in my game. I think it has something to do with IDirect3DDevice9::SetGammaRamp function but I am not exactly sure how to use it. Anyone has any input on this?

Welcome to Game Development! You should try to use that function first, try at least to understand how it works, then show us your attempt if you still cannot figure out how to solve your problem with it.
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Axel IsouardSep 27 '12 at 8:16

The Win32 SetDeviceGammaRamp and GetDeviceGammaRamp calls are also options for you; they will work in windowed modes (but will affect the entire screen rather than just the game window) and are somewhat better documented than the D3D versions.

You can also use render to texture and just brighten the texture while drawing.